High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Jinyuan Chang, Bin Guo, Qiwei Yao
| Year of publication: |
December 2015
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|---|---|
| Authors: | Chang, Jinyuan ; Guo, Bin ; Yao, Qiwei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 297-312
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| Subject: | α-mixing | Dimension reduction | Instrument variables | Nonstationarity | Time series | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | IV-Schätzung | Instrumental variables | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.03.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011504536